+458.4%
AXP vs SNY
+64.3%
+394.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.8% | -3.6% | +0.9% | -1.5% |
| 30D | -5.9% | -1.9% | -4.0% | -5.3% |
| 3M | +2.6% | -2.0% | +4.6% | +3.1% |
| 6M | +6.4% | +2.5% | +3.9% | +5.0% |
| YTD | -12.6% | -7.0% | -5.6% | -10.9% |
| 1Y | +0.2% | -4.4% | +4.6% | +0.9% |
| 3Y | +110.9% | -8.4% | +119.3% | +108.0% |
| 5Y | +114.7% | +9.5% | +105.2% | +88.4% |
| All | +458.4% | +64.3% | +394.1% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling